+46.4%
CHYM vs FLUT
-9.9%
+56.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.2% |
| 7D | -2.9% | -3.6% | +0.7% | -1.9% |
| 30D | +3.0% | -0.3% | +3.3% | +2.8% |
| 3M | +98.7% | -12.6% | +111.3% | +103.5% |
| 6M | +46.4% | -8.0% | +54.4% | +48.5% |
| All | +46.4% | -9.9% | +56.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling